-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence …

-unit cointegration, without the need to specify the form of dependence or estimate nuisance parameters associated with the dependence … roots ; cointegration ; cross-sectional dependence …

the triangular arbitrage parity for exchange rate triplets from a cointegration perspective. Due to increasing attention …

In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …

(panel) unit root and cointegration techniques, widely used by now in the Kuznets curve literature, cannot be applied …, is that the unit root and cointegration methods have been used too uncritically. In particular the notorious small sample … problems of unit root and cointegration problems have been neglected. By applying various bootstrap algorithms and several …

In recent years many empirical studies of environmental Kuznets curves employing unit root and cointegration techniques …

specification as well as a KPSS-type test for cointegration are derived. The theoretical analysis is complemented by a simulation …